V-Lab
CBOE DJIA Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, September 13th, 2024:149.30% (+3.20%)
Analysis last updated: Friday, September 13, 2024 at 06:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7690 | 7.88 | |
| 0.1392 | 29.74 | |
| 0.8298 | 132.90 | |
| -0.2162 | -15.03 | |
| 1.4123 | 29.21 |
Estimation Period:
Oct 6, 1997 to Aug 30, 2024
Oct 6, 1997 to Aug 30, 2024
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